Extreme value distributions for dependent jointly \(l_{n,p}\)-symmetrically distributed random variables

DOI10.1515/demo-2016-0002zbMath1388.62144MaRDI QIDQ325016

Mohammad Hasan, M. Dambrine

Publication date: 17 October 2016

Published in: Dependence Modeling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/demo-2016-0002

zbMATH Keywords

\(p\)-generalized Laplace and Gaussian distributions; measure-of-cone representation; multivariate tail; skewed \(l_{n,p}\)-symmetric distribution; tail index, light/ heavy center of distribution

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62E20: Asymptotic distribution theory in statistics

62G30: Order statistics; empirical distribution functions

62G32: Statistics of extreme values; tail inference

60E05: Probability distributions: general theory

Uses Software

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